+88.7%
ACN vs EXC
+154.0%
-65.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.4% |
| 7D | -4.8% | +1.2% | -6.0% | -5.3% |
| 30D | +1.9% | -2.7% | +4.6% | +2.9% |
| 3M | +3.9% | -1.0% | +4.8% | +4.2% |
| 6M | -15.0% | -9.3% | -5.7% | -11.9% |
| YTD | -31.9% | +3.6% | -35.5% | -33.5% |
| 1Y | -28.5% | +5.9% | -34.4% | -31.0% |
| 3Y | -41.9% | +21.3% | -63.2% | -48.3% |
| 5Y | -42.9% | +46.2% | -89.0% | -54.0% |
| 10Y | +88.7% | +151.5% | -62.7% | +28.3% |
| All | +88.7% | +154.0% | -65.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling